-100.0%
DFNS vs GGLL
+194.0%
-294.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.6% | +13.4% | +12.9% |
| 7D | -37.0% | +5.1% | -42.1% | -37.5% |
| 30D | -63.4% | -35.5% | -27.9% | -61.0% |
| 3M | -94.1% | -39.2% | -54.9% | -93.7% |
| 6M | -96.3% | -54.4% | -41.9% | -96.1% |
| YTD | -99.6% | -29.8% | -69.7% | -99.5% |
| 1Y | -99.7% | -20.4% | -79.3% | -99.7% |
| 3Y | -100.0% | +149.7% | -249.7% | -100.0% |
| All | -100.0% | +194.0% | -294.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling